Sun, Apr 26, 2015
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

J8 and Pairstech to launch diversified liquid futures fund in October

Thursday, July 12, 2012

Benedicte Gravrand, Opalesque Geneva:

Two London-based companies, J8 Capital Management LLP and Pairstech Capital Management LLP, are launching the J8 Futures Fund, a CTA managed futures fund domiciled in Malta, in October 2012. The fund is open to Qualifying Investors with a minimum investment of $75,000 and will be marketed globally to institutional investors and high net worth individuals.

The fund employs long and short proprietary algorithmic trading strategies in liquid futures and forwards and other derivatives. It invests in the global markets of commodities, equity indices, equity index volatility, interest rates, government bonds, and currencies. The portfolio is risk weighted and applies leverage control with a target volatility mechanism.

The back-tested portfolio outperformed long-only benchmark indices, having annualised 22% (net) from June 1991 to June 2012 (253 months), with a volatility of 11.5%. During the same period, the S&P 500 Index returned 6.4% and the S&P Goldman Sachs Commodity Index Total Return returned 3.23%.

The J8 Futures Fund is managed by Pairstech Capital and represented by J8, which also provides risk management services to the fund. Tillman Sachs, PhD is a fund partner with Pairstech and the founding partner of J8. Before founding J8 this year, Sachs, a German national, was a Vice President with Barclays C......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing


  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. U.S. does not want hedge funds to invest in offshore re-insurers for tax purposes[more]

    Komfie Manalo, Opalesque Asia: The U.S. Treasury Department on Thursday introduced a new rule aimed at limiting hedge funds’ ability to reduce their tax bills by investing in insurance companies in offshore tax havens. As a general rule, the U.S. tax laws does not allow hedge funds to use off

  2. Ruling: Hedge funds suing Argentina can have access to bond offering details[more]

    Komfie Manalo, Opalesque Asia: U.S. District Judge Thomas Griesa in Manhattan ruled yesterday that hedge funds are entitled to details of a recent bond offering by Buenos Aires, reports

  3. Hedge funds looking to continue their rally in Q2[more]

    Komfie Manalo, Opalesque Asia: Hedge funds finished the first quarter on a strong note and are looking to continue the rally in the second quarter, said Lyxor Asset Management in its Weekly Brief. The Lyxor Hedge Fund Index is up 0.4% over the week

  4. Hedge funds down -0.17% in March (+1.23%YTD)[more]

    Bailey McCann, Opalesque New York: The hedge fund industry produced an aggregate return of –0.17% in March to end Q1 2015 up 1.23%, compared to the S&P 500 which increased 0.96%, according to the latest data from eVestment. Hedge fund performance returns were mixed in March amid increased equity

  5. Fund managers express concern of overvaluation in both equity and bond markets[more]

    Komfie Manalo, Opalesque Asia: According to the BofA Merrill Lynch Fund Manager Survey, investors see growing overvaluations in both

 

banner